Company Purpose:

Our company purpose is to contribute to a responsible and sustainable economy by financing and advising clients according to the highest ethical standards.

Our employer promise is built around three pillars:

• Being a great place to work
• Committed to sustainability and having a positive impact
• Being dedicated to the development of our people

Business Area

The RISK SGCP UK team, a specialised local division at BNP Paribas in London, is a local function providing General Management, Corporate and Institutional Banking (CIB), RISK and Retail Banking & Services (CPBS/IPS) entities, with a UK-focused independent view and analysis of key risks, via:

• The coordination of focuses related to business development and/or risk matters with regards to any portfolio, activity, product and as mandated by the UK Chief Risk Officer (CRO).
• The support for RISK on the relationships with Supervisors, esp. with the PRA.
• The monitoring of the UK managed portfolio, ensuring their alignment with the business strategy and the Bank's risk appetite in coordination with the Businesses lines and Functions.
• The preparation of portfolio risk analyses that identify and assess the evolution of the portfolio dynamics overtime.
• The monitoring and consolidation of the Risk Appetite Statement metrics.
• The gathering and preparation of risk information to be communicated to external and internal stakeholders. Key stakeholders include Senior managers, Board Directors, PRA, rating agencies, internal and external audits, etc.
• The coordination of the UK perimeters in Asset and Liability Management and Treasury, Operational Risk, Transactions and Electronic Trading, Data Protection, etc.

Job Purpose

RISK SGCP UK maintains a Management Information (MI) framework, with responsibilities including animating the Risk Committees and Risk Executive Committees for both UK CIB and UK CPBS/IPS and producing necessary MI reporting for these. The team also contributes to MI reporting for the Executive Committees, notably the London Branch Executive Committee, as well as to external parties, notably the PRA and the external auditors.

Key Responsibilities

Contribution to the compilation of reports and analyses for the various UK Corporate and Investment Banking (CIB) dashboard and committees.

• Preparation and data analysis of the UK managed portfolio: Corporates, Corporates Securitisation, Financial Institutions and Funds (incl. Hedge Funds). Data analysis at aggregates and sub perimeters and sub portfolios by rating grades (IG, NIG, WL, DD), economic sectors, maturity etc.
• Preparation and data analysis for dedicated sub perimeters or portfolios, e.g. Regulated Utilities, Commercial Real Estate and REO/NPL, Leveraged Lending, ABS and CLO warehouses, Liability Driven Investment funds, Pension Funds, Hedge Funds and Higher Risk Funds, Private Equity NAV loans and Capital Calls (subscription finance), etc.
• Monitoring of dynamics of current exposure, potential future exposure (PFE) and Transversal Stress Test at different levels of aggregations on a monthly basis.
• Monitoring of dynamics of Risk Weighted Assets, Provisions, Cost of Risk, Credit Stress Test, ESG assessments, Origination, etc at different levels of aggregation on a quarterly basis.
• Contribution to the London Branch RAS metrics calibration and Risk Identification and Assessment annual exercises.
• These reports require close collaboration with other RISK and Business teams.
• Represent RISK SGCP UK in committees when invited, contributing to discussion on relevant points.

Contribution to the compilation of the reports and analyses originated for the Retail Banking & Services (CPBS/IPS) UK perimeter

This requires collaboration with contributors from the respective CPBS/IPS entities.

Contribute to ad-hoc requests, whether external (e.g. from UK Regulators) or internal (e.g. request for focus paper on specific area) if requested.

Other general core accountabilities of the role

• Proactively sharing insights into the relationship between market and supervisory developments, UK managed portfolio, business strategy, etc.
• Maintenance of desk level producers and data quality controls for all activities within BAU.
• Ensuring accuracy of the reports delivered and contributed to by GSA UK, both in terms of control checks and careful review of report data and content.
• Contribution to automation initiatives via Python and Power BI.
• Additionally, contribution to wider initiatives, such as reporting alignment work with other teams, participation in UK/Group projects, etc.
• Spotting opportunities for ongoing development and enhancement of existing reports through a mixture of proactive improvements and efficiencies, and responses to address external or internal recommendations. In particular, a key aim is to improve and automate processes around data extraction, analysis and presentation.

Requirements

Education and certifications

• Degree from a leading university with an excellent academic record. Preferred level: PhD, MSc, etc.
• Preferred certifications: FRM (Financial Risk Manager, GARP)

Essential

• Good understanding of financial markets.
• Confident verbal, written communication and networking skills.
• Proficient with MS Office tools, especially Excel and PowerPoint.
• Excellent spoken and written English. Additional languages are an advantage.
• Programming skills (Python or VBA, basic to intermediate) will be needed to continue developing the automation initiatives within the RISK SGCP UK team.

Preferred

• Curious and eager to learn.
• Great organisational, multitasking and time management skills.
• Strong analysis and judgement with Creativity and Innovation/Problem Solving (Basic)

Conduct

• Be a role model, supporting and fostering a culture of good conduct.
• Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks.
• Consider the implications of your actions on colleagues.

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